-3.7%
FISV vs ETHA
-31.0%
+27.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.7% | +0.5% | +6.0% |
| 7D | +29.6% | +2.1% | +27.5% | +29.4% |
| 30D | +34.5% | -10.7% | +45.2% | +34.9% |
| 3M | +11.2% | +29.0% | -17.7% | +9.8% |
| 6M | -1.2% | +2.7% | -3.9% | -0.2% |
| YTD | -7.6% | -18.7% | +11.0% | -6.6% |
| 1Y | -3.7% | -24.8% | +21.1% | -2.5% |
| All | -3.7% | -31.0% | +27.3% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ETHA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling